Code Set NameData TypeDescriptionPedigree
SecurityTypeCodeSetString

Indicates type of security. Security type enumerations are grouped by Product(460) field value. NOTE: Additional values may be used by mutual agreement of the counterparties.


UST=

US Treasury Note (Deprecated Value Use TNOTE)

Added FIX.4.3 Deprecated FIX.4.4[USTreasuryNoteOld]
USTB=

US Treasury Bill (Deprecated Value Use TBILL)

Added FIX.4.1 Deprecated FIX.4.4[USTreasuryBillOld]
— Agency —
EUSUPRA=

Euro Supranational Coupons *

Added FIX.4.4 [EuroSupranationalCoupons]
FAC=

Federal Agency Coupon

Added FIX.4.3 [FederalAgencyCoupon]
FADN=

Federal Agency Discount Note

Added FIX.4.3 [FederalAgencyDiscountNote]
PEF=

Private Export Funding *

Added FIX.4.3 [PrivateExportFunding]
SUPRA=

USD Supranational Coupons *

Added FIX.4.4 [USDSupranationalCoupons]
— Corporate —
CORP=

Corporate Bond

Added FIX.4.1 [CorporateBond]
CPP=

Corporate Private Placement

Added FIX.4.1 [CorporatePrivatePlacement]
CB=

Convertible Bond

Added FIX.4.2 [ConvertibleBond]
DUAL=

Dual Currency

Added FIX.4.3 [DualCurrency]
EUCORP=

Euro Corporate Bond

Added FIX.4.4 [EuroCorporateBond]
EUFRN=

Euro Corporate Floating Rate Notes

Added EP68 [EuroCorporateFloatingRateNotes]
FRN=

US Corporate Floating Rate Notes

Added EP68 [USCorporateFloatingRateNotes]
XLINKD=

Indexed Linked

Added FIX.4.3 [IndexedLinked]
STRUCT=

Structured Notes

Added FIX.4.3 [StructuredNotes]
YANK=

Yankee Corporate Bond

Added FIX.4.3 [YankeeCorporateBond]
— Currency —
FOR=

Foreign Exchange Contract

Added FIX.4.1 Deprecated EP82[ForeignExchangeContract]
FXNDF=

Non-deliverable forward

Added EP82 [NonDeliverableForward]
FXSPOT=

FX Spot

Added EP82 [FXSpot]
FXFWD=

FX Forward

Added EP82 [FXForward]
FXSWAP=

FX Swap

Added EP82 [FXSwap]
FXNDS=

Non-deliverable Swap

Added EP235 [NonDeliverableSwap]
— Derivatives —
CAP=

Cap

In an interest rate cap, the buyer receives payments at the end of each period in which the rate indec exceeds the agreed strike rate.

Added EP169 [Cap]
CDS=

Credit Default Swap

Added EP68 Updated EP169 [CreditDefaultSwap]
CLLR=

Collar

In an interest rate collar, this is a combination of a cap and a floor.

Added EP169 [Collar]
CMDTYSWAP=

Commodity swap

Added EP140 Updated EP169 [CommoditySwap]
EXOTIC=

Exotic

Added EP169 [Exotic]
OOC=

Options on Combo

Added FIX.5.0 [OptionsOnCombo]
FLR=

Floor

In an interest rate floor, the buyer receives payments at the end of each period in which the rate index is below the agreed strike rate.

Added EP169 [Floor]
FRA=

Forward Rate Agreement

Added EP169 [FRA]
FUT=

Future

Added FIX.4.1 Updated EP169 [Future]
FWD=

Derivative forward

Added EP161 Updated EP169 [DerivativeForward]
IRS=

Interest Rate Swap

Added EP54 Updated EP169 [InterestRateSwap]
TRS=

Total return swap

Added EP161 [TotalReturnSwap]
LOANLEASE=

Loan/lease

Added EP169 [LoanLease]
OOF=

Options on Futures

Added EP19 Updated EP169 [OptionsOnFutures]
OOP=

Options on Physical - use not recommended

Added EP19 Updated EP169 [OptionsOnPhysical]
OPT=

Option

Added FIX.4.1 Updated EP169 [Option]
SPOTFWD=

Spot forward

Added EP169 [SpotForward]
SWAPTION=

Swap option

Added EP140 Updated EP187 [SwapOption]
XMISSION=

Transmission

Added EP169 [Transmission]
INDEX=

General type for a contract based on an established index

Added EP179 [Index]
BDBSKT=

Bond basket

Added EP208 [BondBasket]
CFD=

Contract for difference

Added EP208 [ContractForDifference]
CRLTNSWAP=

Correlation swap

Added EP208 [CorrelationSwap]
DVDNDSWAP=

Dividend swap

Added EP208 [DiviendSwap]
EQBSKT=

Equity basket

Added EP208 [EquityBasket]
EQFWD=

Equity forward

Added EP208 [EquityForward]
RTRNSWAP=

Return swap

Added EP208 [ReturnSwap]
VARSWAP=

Variance swap

Added EP208 [VarianceSwap]
PRTFLIOSWAP=

Portfolio swap

Added EP235 Updated EP238 [PortfolioSwaps]
FUTSWAP=

Futures on a Swap

Added EP235 [FuturesOnASwap]
FWDSWAP=

Forwards on a Swap

Added EP235 [ForwardsOnASwap]
FWDFRTAGMT=

Forward Freight Agreement

Added EP235 [ForwardFreightAgreement]
SPREADBET=

Spread Betting

Added EP235 [SpreadBetting]
ETC=

Exchange traded commodity

Added EP238 [ExchangeTradedCommodity]
— Equity —
CS=

Common Stock

Added FIX.4.1 [CommonStock]
PS=

Preferred Stock

Added FIX.4.1 [PreferredStock]
DR=

Depository Receipts

Added EP236 [DepositoryReceipts]
— Financing —
REPO=

Repurchase

Added FIX.4.4 [Repurchase]
FORWARD=

Forward

Added FIX.4.4 [Forward]
BUYSELL=

Buy Sellback

Added FIX.4.4 [BuySellback]
SECLOAN=

Securities Loan

Added FIX.4.4 [SecuritiesLoan]
SECPLEDGE=

Securities Pledge

Added FIX.4.4 [SecuritiesPledge]
DVPLDG=

Delivery versus pledge

Added EP132 [DeliveryVersusPledge]
COLLBSKT=

Collateral basket

A collection of securities held as collateral in the customer's collateral fund. The collateral fund is usually managed by a custodian.

Added EP197 [CollateralBasket]
SFP=

Structured finance product

Added EP238 [StructuredFinanceProduct]
MRGNLOAN=

Margin loan

Added EP254 [MarginLoan]
— Government —
BRADY=

Brady Bond

Added FIX.4.3 [BradyBond]
CAN=

Canadian Treasury Notes

Added EP68 [CanadianTreasuryNotes]
CTB=

Canadian Treasury Bills

Added EP68 [CanadianTreasuryBills]
EUSOV=

Euro Sovereigns *

Added FIX.4.4 [EuroSovereigns]
PROV=

Canadian Provincial Bonds

Added EP68 [CanadianProvincialBonds]
TB=

Treasury Bill - non US

Added EP68 [TreasuryBill]
TBOND=

US Treasury Bond

Added FIX.4.3 [USTreasuryBond]
TINT=

Interest Strip From Any Bond Or Note

Added FIX.4.3 [InterestStripFromAnyBondOrNote]
TBILL=

US Treasury Bill

Added FIX.4.4 [USTreasuryBill]
TIPS=

Treasury Inflation Protected Securities

Added FIX.4.3 [TreasuryInflationProtectedSecurities]
TCAL=

Principal Strip Of A Callable Bond Or Note

Added FIX.4.3 [PrincipalStripOfACallableBondOrNote]
TPRN=

Principal Strip From A Non-Callable Bond Or Note

Added FIX.4.3 [PrincipalStripFromANonCallableBondOrNote]
TNOTE=

US Treasury Note

Added FIX.4.4 [USTreasuryNote]
— Loan —
TERM=

Term Loan

Added FIX.4.3 [TermLoan]
RVLV=

Revolver Loan

Added FIX.4.3 [RevolverLoan]
RVLVTRM=

Revolver/Term Loan

Added FIX.4.3 [Revolver]
BRIDGE=

Bridge Loan

Added FIX.4.3 [BridgeLoan]
LOFC=

Letter Of Credit

Added FIX.4.3 [LetterOfCredit]
SWING=

Swing Line Facility

Added FIX.4.3 [SwingLineFacility]
DINP=

Debtor In Possession

Added FIX.4.3 [DebtorInPossession]
DEFLTED=

Defaulted

Added FIX.4.3 [Defaulted]
WITHDRN=

Withdrawn

Added FIX.4.3 [Withdrawn]
REPLACD=

Replaced

Added FIX.4.3 [Replaced]
MATURED=

Matured

Added FIX.4.3 [Matured]
AMENDED=

Amended & Restated

Added FIX.4.3 [Amended]
RETIRED=

Retired

Added FIX.4.3 [Retired]
— Money Market —
BA=

Bankers Acceptance

Added FIX.4.1 [BankersAcceptance]
BDN=

Bank Depository Note

Added EP68 [BankDepositoryNote]
BN=

Bank Notes

Added FIX.4.3 [BankNotes]
BOX=

Bill Of Exchanges

Added FIX.4.3 [BillOfExchanges]
CAMM=

Canadian Money Markets

Added EP68 [CanadianMoneyMarkets]
CD=

Certificate Of Deposit

Added FIX.4.1 [CertificateOfDeposit]
CL=

Call Loans

Added FIX.4.3 [CallLoans]
CP=

Commercial Paper

Added FIX.4.1 [CommercialPaper]
DN=

Deposit Notes

Added FIX.4.3 [DepositNotes]
EUCD=

Euro Certificate Of Deposit

Added FIX.4.4 [EuroCertificateOfDeposit]
EUCP=

Euro Commercial Paper

Added FIX.4.4 [EuroCommercialPaper]
LQN=

Liquidity Note

Added FIX.4.3 [LiquidityNote]
MTN=

Medium Term Notes

Added FIX.4.3 [MediumTermNotes]
ONITE=

Overnight

Added FIX.4.3 [Overnight]
PN=

Promissory Note

Added FIX.4.3 [PromissoryNote]
STN=

Short Term Loan Note

Added FIX.4.3 [ShortTermLoanNote]
PZFJ=

Plazos Fijos

Added FIX.4.3 [PlazosFijos]
SLQN=

Secured Liquidity Note

Added EP68 [SecuredLiquidityNote]
TD=

Time Deposit

Added FIX.4.1 [TimeDeposit]
TLQN=

Term Liquidity Note

Added EP68 [TermLiquidityNote]
XCN=

Extended Comm Note

Added FIX.4.3 [ExtendedCommNote]
YCD=

Yankee Certificate Of Deposit

Added FIX.4.4 [YankeeCertificateOfDeposit]
— Mortgage —
ABS=

Asset-backed Securities

Added FIX.4.3 [AssetBackedSecurities]
CMB=

Canadian Mortgage Bonds

Added EP68 [CanadianMortgageBonds]
CMBS=

Corp. Mortgage-backed Securities

Added FIX.4.3 [Corp]
CMO=

Collateralized Mortgage Obligation

Added FIX.4.1 [CollateralizedMortgageObligation]
IET=

IOETTE Mortgage

Added FIX.4.2 [IOETTEMortgage]
MBS=

Mortgage-backed Securities

Added FIX.4.3 [MortgageBackedSecurities]
MIO=

Mortgage Interest Only

Added FIX.4.1 [MortgageInterestOnly]
MPO=

Mortgage Principal Only

Added FIX.4.1 [MortgagePrincipalOnly]
MPP=

Mortgage Private Placement

Added FIX.4.1 [MortgagePrivatePlacement]
MPT=

Miscellaneous Pass-through

Added FIX.4.1 [MiscellaneousPassThrough]
PFAND=

Pfandbriefe *

Added FIX.4.4 [Pfandbriefe]
TBA=

To Be Announced

Added FIX.4.3 [ToBeAnnounced]
— Municipal —
AN=

Other Anticipation Notes (BAN, GAN, etc.)

Added FIX.4.3 [OtherAnticipationNotes]
COFO=

Certificate Of Obligation

Added FIX.4.3 [CertificateOfObligation]
COFP=

Certificate Of Participation

Added FIX.4.3 [CertificateOfParticipation]
GO=

General Obligation Bonds

Added FIX.4.3 [GeneralObligationBonds]
MT=

Mandatory Tender

Added FIX.4.3 [MandatoryTender]
RAN=

Revenue Anticipation Note

Added FIX.4.3 [RevenueAnticipationNote]
REV=

Revenue Bonds

Added FIX.4.3 [RevenueBonds]
SPCLA=

Special Assessment

Added FIX.4.3 [SpecialAssessment]
SPCLO=

Special Obligation

Added FIX.4.3 [SpecialObligation]
SPCLT=

Special Tax

Added FIX.4.3 [SpecialTax]
TAN=

Tax Anticipation Note

Added FIX.4.3 [TaxAnticipationNote]
TAXA=

Tax Allocation

Added FIX.4.3 [TaxAllocation]
TECP=

Tax Exempt Commercial Paper

Added FIX.4.3 [TaxExemptCommercialPaper]
TMCP=

Taxable Municipal CP

Added EP68 [TaxableMunicipalCP]
TRAN=

Tax Revenue Anticipation Note

Added FIX.4.3 [TaxRevenueAnticipationNote]
VRDN=

Variable Rate Demand Note

Added FIX.4.3 [VariableRateDemandNote]
WAR=

Warrant

Added FIX.4.1 [Warrant]
— Other —
MF=

Mutual Fund

Added FIX.4.1 [MutualFund]
MLEG=

Multileg Instrument

Added FIX.4.3 [MultilegInstrument]
NONE=

No Security Type

Added FIX.4.1 [NoSecurityType]
?=

Wildcard entry for use on Security Definition Request

Added FIX.4.2 [Wildcard]
CASH=

Cash

Added EP28 [Cash]
Other=

Other

Added EP235 [Other]
ETN=

Exchange traded note

Added EP238 [ExchangeTradedNote]
SECDERIV=

Securitized derivative

Added EP238 [SecuritizedDerivative]
Added FIX.4.1

Used in fields:
[DerivativeSecurityType] [InstrumentScopeSecurityType] [LegSecurityType] [SecurityType] [UnderlyingSecurityType]